Let $X_1 = \xi_1^2 + \dots + \xi_n^2$, $X_2 = \xi_{n+1}^2 + \dots + \xi_{n+m}^2$, where $\xi_i$, $i=1,\dots,n+m$, are independent standard Gaussian variables. Since the distribution of $(\xi_1,\dots,\xi_{n+m})$ is radially symmetric, then, given $X_1 + X_2 = \xi_1^2 + \dots + \xi_{n+m}^2 = R$, the ratio $$\frac{X_1}{X_2} = \frac{X_1/R}{X_2/R}$$ has the same distribution as $$\frac{S_1^2 +\dots + S_n^2}{S_{n+1}^2 +\dots + S_{n+m}^2}, $$ where the vector $(S_1,\dots,S_{n+m})$ is uniformly distributed on a unit sphere in $\mathbb{R}^{n+m}$. So this distribution is independent of $R$, qed.